Wind occurs when nature tries to balance air pressure.
Whenever air pressures are different (not in balance), high-pressure air will blow in to where air is at a lower pressure, trying to balance the air pressure in the two areas.
When the air around your house gets warm (like from the sun on a sunny day), the heated air lifts up and moves up into the sky. Because air is moving away from your house, less air remains around your house. The air remaining around your house is said to be at a "lower pressure" because there is less air in the same space.
However, lower pressure air cannot exist beside air that has a higher pressure (like air that was cooled during the dark night), so there will always be a pushing match between the two areas. Higher air pressure will push in to replace the air that was lifted up.
The wind you feel on your face is higher-pressure air pushing into the place where air is at a lower pressure. It will keep pushing until all the air is at the same pressure everywhere.
But this will never happen (which is good, since that means wind will never stop). Because the Earth is too big to be warmed evenly by the sun, there will always be places on Earth that are warmer than other places.
The greater the difference in air pressure, the stronger the wind will be.